NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 04-Jun-2008
Day Change Summary
Previous Current
03-Jun-2008 04-Jun-2008 Change Change % Previous Week
Open 127.44 122.85 -4.59 -3.6% 128.47
High 127.74 122.85 -4.89 -3.8% 129.65
Low 126.98 122.85 -4.13 -3.3% 124.75
Close 124.75 122.85 -1.90 -1.5% 126.50
Range 0.76 0.00 -0.76 -100.0% 4.90
ATR 1.78 1.79 0.01 0.5% 0.00
Volume 803 760 -43 -5.4% 3,782
Daily Pivots for day following 04-Jun-2008
Classic Woodie Camarilla DeMark
R4 122.85 122.85 122.85
R3 122.85 122.85 122.85
R2 122.85 122.85 122.85
R1 122.85 122.85 122.85 122.85
PP 122.85 122.85 122.85 122.85
S1 122.85 122.85 122.85 122.85
S2 122.85 122.85 122.85
S3 122.85 122.85 122.85
S4 122.85 122.85 122.85
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 141.67 138.98 129.20
R3 136.77 134.08 127.85
R2 131.87 131.87 127.40
R1 129.18 129.18 126.95 128.08
PP 126.97 126.97 126.97 126.41
S1 124.28 124.28 126.05 123.18
S2 122.07 122.07 125.60
S3 117.17 119.38 125.15
S4 112.27 114.48 123.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.65 122.85 6.80 5.5% 0.65 0.5% 0% False True 893
10 135.70 122.85 12.85 10.5% 1.22 1.0% 0% False True 923
20 135.70 117.59 18.11 14.7% 1.30 1.1% 29% False False 852
40 135.70 104.84 30.86 25.1% 0.72 0.6% 58% False False 609
60 135.70 95.99 39.71 32.3% 0.50 0.4% 68% False False 545
80 135.70 89.30 46.40 37.8% 0.43 0.3% 72% False False 501
100 135.70 84.00 51.70 42.1% 0.34 0.3% 75% False False 458
120 135.70 84.00 51.70 42.1% 0.30 0.2% 75% False False 431
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122.85
2.618 122.85
1.618 122.85
1.000 122.85
0.618 122.85
HIGH 122.85
0.618 122.85
0.500 122.85
0.382 122.85
LOW 122.85
0.618 122.85
1.000 122.85
1.618 122.85
2.618 122.85
4.250 122.85
Fisher Pivots for day following 04-Jun-2008
Pivot 1 day 3 day
R1 122.85 125.30
PP 122.85 124.48
S1 122.85 123.67

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These figures are updated between 7pm and 10pm EST after a trading day.

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